Sure, the 5% gap is a little high, but my real concern is instant gratification and user experience as it pertains to acquiring large sums of HBD within seconds of pulling the trigger. If things keep going how they are going, orderbooks are not going to be a valid way to do business in 5-10 years. I'd prefer to get ahead of the curve on that front.

I'd actually be very interested to hear your thoughts on the 3.5 day moving average.
Realistically what's the shortest moving average that could be used?
I assume the answer to how much we can shorten it is: "not much".